Ha ha....well, I called my mech. He said 450 for both Pre cats.
OR...I went to Autozone.com, which has them for 72 bucks a pop. $150 for 2......hmmm......tough choice.

By the way....since I was looking at sensors on Ebay, is there any way I can buy the wrong one. Cause based off of Autozone....it's just either Pre Cat sensors, you need two of the same. OR Post cats, which I'm not going right now.....Pre or Post is the only difference, right?

No, I did. I put my vehicle in the Autozone website, and that's what it gave me.
So, I'm just doing the Pre cat sensors at the moment. As soon as I get my taxes back, and I can fork out 150 bucks, I'll take care of it.

I'd double check with RealOEM or Pelican Parts. I trust them a little more then Autozone because they specialize in BMW parts where as autozone doesn't. I shop at Auto Value (Canadian equivalent to autozone) for most things like fluid, tools and other small thing but for specific BMW stuff like gasket kits and filters I usually buy online now.

Well, I WAS going to buy them online, but they run me about the same as Autozone.
Found the Bosch ones on Ebay for 128 for 2. Or 75 bucks for each at Autozone. I'd rather drive there and have them right away to do this as soon as possible than have to wait for it to save 20 bucks.

Autozone has the Bosch ones....which seems to be the ones everybody prefers. (or the Pelican ones).
So, I think I'll be fine.
I'll probably take care of this Saturday if I get my taxes by then. If not...then, I might have to dig into savings cause that gas mileage is killing me. (which is funny cause I don't drive ANYWHERE....I live like a mile from work, and the town is about 4 miles out. My girlfriend DOES live about 75 miles out, but I see her once every weekend.)

I've been watching videos on how to do it....and it seems even easier than the spark plugs. And I already bought the tools (to replace the spark plugs),...I just need to get the Sensor extractor, and a Torque Wrench.
By the by, ...does the torquing matter that much? I read it was around 30 lbs....but, is this another one of those "tighten, and give it an extra quarter turn,...and that should do it". type of things?

Bosch is an OE manufacturer so try should be good. I have heard good things about the Bosch products. However recently I heard that Bosch got bought by a chineese company and now their products will be made in a factory overseas their. This worries me about the quality control of their products. But before anyone jumps I conclusions I plan on doing some research into it and posting the information for all to read. For now they are still good products IMO.

A torque wrench is very important. Is it VERY easy to over torque something and strip the threads. A few people have said they didn't realize how much they were over torquing bolts until they got a torque wrench. The common "tighten till tight, then a quarter turn" isn't very good. Everyone will have different strength so for some a quarter turn migh be a lot more torque then is needed. Play it safe if you can't afford a torque wrench. Hand tighten and a quarter turn or so with a ratchet may be okay depending on the required torque. Always consult a Bentley or Haynes Service manual for the required torque values.

Sorry of theirs any spelling or grammar issues. iPhone keypad isn't very big

So, I'm going with the Bosch. I heard that too, about them being Chinese made from now on, but I'm thinking that's fairly recent. So, any Bosch products you might find will probably still be non-chinese manufactured.

I'll try to find a torque wrench, but last time I went to Oreilleys, they only had the big one, and they didn't want to let me borrow it for some strange reason. But I'll definitely try and find one.
So, it sounds like it's not THAT big of a deal, unless you undertighten grossly, or overtighten to where you break the treads. I get it.
I know that, for instance, with Cyl Heads I wouldn't want to just wing it. I've actually replaced one of those on an 88 Dodge Daytona, and I know not to mess with the pressures there.

So, I'll give this a whirl Saturday, if not tomorrow.
I'll post the outcome.

The oxygen sensors are a DIY but tougher than spark plugs because you are beneath the car working in some pretty tight quarters. I have not done mine yet on either e46, but If you get OEM sensors, I think the leads are different lengths so you don't cross them up. In any event, be sure that you plug each sensor lead in to its correct plug or your will really not like yourself. Best to do them one at a time.

Use ramps or a hoist to lift your car. We don't want to loose any forum participants.

That loss in mileage is dramatic. Makes me think that the car may be running open-loop (i.e. "limp home" mode) and not even using the oxygen sensors. Is the check engine light on? If so, perhaps something did not get plugged in properly after the recent work.

Did you clean your throttle body? None of us warned you that cleaning the throttle body on a drive-by-wire system has to be done very carefully. If you bugger up the calibration, you have to take it to the dealer or to a really well equipped shop to get it recalibrated. If that happened, it should set a code.

Well, changed the O2 sensors (pre cat), successfully.
Pretty easy. I would say easier than the Spark Plugs.....less steps. BUT, it didn give me a little scare when I got to the back one. It wouldn't tighten,...I might have been cross treading it. So I hand tightened it as straight as I could, and surely enough, got it right after the 3rd time. Car seems to run a little better, a little smoother. I think the weather would give you a good idea if the mix is right because of the new O2 sensors (it's around 38 F right now).

HOWEVER. Check engine light has not shut off. As I drove home on the freeway, I said "if it doesn't turn off by the time I get home,....then my battle is not over" .Surely enough, it didn't. So, I'm not exactly sure where to go from here.

I read that sometimes, for some fixes, it takes a couple of "cycles" to read that what it read as faulty earlier is not faulty anymore. So, I'm sure I can wait. OR, I could go to Autozone and have them check with the OBDII and clear the code.

Well i replaced the the Catalytic Converter on my mother in laws Cavalier and it was pretty clogged so it took a few days of good solid driving to get it back to normal. That may be the case too. I would definitley take in to have the OBD system scanned.